Likelihood-look-ahead inference on the equilibrium distribution of Markov chains (Q2493866): Difference between revisions

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Property / author: John V. Tsimikas / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2005.11.001 / rank
 
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Latest revision as of 17:05, 24 June 2024

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Likelihood-look-ahead inference on the equilibrium distribution of Markov chains
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    Likelihood-look-ahead inference on the equilibrium distribution of Markov chains (English)
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    16 June 2006
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    Markov chain
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    maximum likelihood
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    look-ahead estimation
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    simulation
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    stationary distribution
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